Cream the shortening, peanut butter, sugars, eggs and vanilla extract until smooth and creamy.
Add self-rising flour and stir until well mixed.
Shape with hands into two rolls, about 7 inches long and 1 1/2 inches in diameter.
Wrap in waxed paper and store in refrigerator until chilled.
Slice 1/8 inch thick and bake on ungreased cookie sheets at 350° for 6 minutes or until done.